Large sample covariance matrices of Gaussian observations with uniform correlation decay (Q6115258)
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scientific article; zbMATH DE number 7711493
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large sample covariance matrices of Gaussian observations with uniform correlation decay |
scientific article; zbMATH DE number 7711493 |
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Large sample covariance matrices of Gaussian observations with uniform correlation decay (English)
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12 July 2023
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sample covariance matrices
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Marchenko-Pastur law
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correlated Gaussian
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operator norm
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